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Volumn 46, Issue 1, 2010, Pages 133-146

Maximum Likelihood State Estimation of Semi-Markovian Switching System in Non-Gaussian Measurement Noise

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EID: 85008047683     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAES.2010.5417152     Document Type: Article
Times cited : (17)

References (30)
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    • Logothetis, A.1    Krishnamurthy, V.2
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    • Arulampalam, M. S., Maskell, S., Gordon, N., and Clapp, T. A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking. IEEE Transactions on Signal Processing, 50, 2 (2002), 174–188.
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    • Arulampalam, M.S.1    Maskell, S.2    Gordon, N.3    Clapp, T.4
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    • An approach to time series smoothing and forecasting using the EM algorithm
    • Shumway, R. H., and Staffer, D. S. An approach to time series smoothing and forecasting using the EM algorithm. Journal of Time Series Analysis, 3, 4 (1982), 253–264.
    • (1982) Journal of Time Series Analysis , vol.3 , Issue.4 , pp. 253-264
    • Shumway, R.H.1    Staffer, D.S.2
  • 18
    • 0033740817 scopus 로고    scopus 로고
    • Stochastic sampling algorithms for state estimation of jump Markov linear systems
    • Doucet, A., Logothetis, A., and Krishnamurthy, V. Stochastic sampling algorithms for state estimation of jump Markov linear systems. IEEE Transactions on Automatic Control, 45, 1 (2000), 188–202.
    • (2000) IEEE Transactions on Automatic Control , vol.45 , Issue.1 , pp. 188-202
    • Doucet, A.1    Logothetis, A.2    Krishnamurthy, V.3
  • 20
    • 0000353178 scopus 로고
    • A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains
    • Baum, L. E., Petrie, T., Soules, G., and Weiss, N. A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Annals of Mathematics and Statistics, 41, 1 (1970), 164–171.
    • (1970) Annals of Mathematics and Statistics , vol.41 , Issue.1 , pp. 164-171
    • Baum, L.E.1    Petrie, T.2    Soules, G.3    Weiss, N.4
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    • On the convergence properties of the EM algorithm
    • Wu, C. F. J. On the convergence properties of the EM algorithm. The Annals of Statistics, 11, 1 (1983), 95–103.
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    • Wu, C.F.J.1
  • 23
    • 0025494624 scopus 로고
    • Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure
    • Weinstein, E., Feder, M., and Oppenheim, A. V. Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure. IEEE Transactions on Signal Processing, 38, 9 (1994), 1652–1654.
    • (1994) IEEE Transactions on Signal Processing , vol.38 , Issue.9 , pp. 1652-1654
    • Weinstein, E.1    Feder, M.2    Oppenheim, A.V.3
  • 24
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    • On-line estimation of dynamic shock-error models based on the Kullback Leibler information measure
    • Krishnamurthy, V. On-line estimation of dynamic shock-error models based on the Kullback Leibler information measure. IEEE Transactions on Automatic Control, 39, 5 (1994), 1129–1135.
    • (1994) IEEE Transactions on Automatic Control , vol.39 , Issue.5 , pp. 1129-1135
    • Krishnamurthy, V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.